CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5364 |
1.5358 |
-0.0006 |
0.0% |
1.5395 |
| High |
1.5390 |
1.5415 |
0.0025 |
0.2% |
1.5435 |
| Low |
1.5350 |
1.5330 |
-0.0020 |
-0.1% |
1.5235 |
| Close |
1.5364 |
1.5358 |
-0.0006 |
0.0% |
1.5377 |
| Range |
0.0040 |
0.0085 |
0.0045 |
112.5% |
0.0200 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
527 |
680 |
153 |
29.0% |
3,063 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5623 |
1.5575 |
1.5405 |
|
| R3 |
1.5538 |
1.5490 |
1.5381 |
|
| R2 |
1.5453 |
1.5453 |
1.5374 |
|
| R1 |
1.5405 |
1.5405 |
1.5366 |
1.5401 |
| PP |
1.5368 |
1.5368 |
1.5368 |
1.5365 |
| S1 |
1.5320 |
1.5320 |
1.5350 |
1.5316 |
| S2 |
1.5283 |
1.5283 |
1.5342 |
|
| S3 |
1.5198 |
1.5235 |
1.5335 |
|
| S4 |
1.5113 |
1.5150 |
1.5311 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5949 |
1.5863 |
1.5487 |
|
| R3 |
1.5749 |
1.5663 |
1.5432 |
|
| R2 |
1.5549 |
1.5549 |
1.5414 |
|
| R1 |
1.5463 |
1.5463 |
1.5395 |
1.5406 |
| PP |
1.5349 |
1.5349 |
1.5349 |
1.5321 |
| S1 |
1.5263 |
1.5263 |
1.5359 |
1.5206 |
| S2 |
1.5149 |
1.5149 |
1.5340 |
|
| S3 |
1.4949 |
1.5063 |
1.5322 |
|
| S4 |
1.4749 |
1.4863 |
1.5267 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5776 |
|
2.618 |
1.5638 |
|
1.618 |
1.5553 |
|
1.000 |
1.5500 |
|
0.618 |
1.5468 |
|
HIGH |
1.5415 |
|
0.618 |
1.5383 |
|
0.500 |
1.5373 |
|
0.382 |
1.5362 |
|
LOW |
1.5330 |
|
0.618 |
1.5277 |
|
1.000 |
1.5245 |
|
1.618 |
1.5192 |
|
2.618 |
1.5107 |
|
4.250 |
1.4969 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5373 |
1.5378 |
| PP |
1.5368 |
1.5371 |
| S1 |
1.5363 |
1.5365 |
|